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VTMGX vs. VXUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VTMGX and VXUS is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

VTMGX vs. VXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) and Vanguard Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

70.00%80.00%90.00%100.00%110.00%120.00%NovemberDecember2025FebruaryMarchApril
120.06%
96.13%
VTMGX
VXUS

Key characteristics

Sharpe Ratio

VTMGX:

0.71

VXUS:

0.69

Sortino Ratio

VTMGX:

1.08

VXUS:

1.09

Omega Ratio

VTMGX:

1.15

VXUS:

1.15

Calmar Ratio

VTMGX:

0.89

VXUS:

0.87

Martin Ratio

VTMGX:

2.59

VXUS:

2.74

Ulcer Index

VTMGX:

4.51%

VXUS:

4.29%

Daily Std Dev

VTMGX:

16.48%

VXUS:

16.97%

Max Drawdown

VTMGX:

-60.58%

VXUS:

-35.97%

Current Drawdown

VTMGX:

-0.78%

VXUS:

-1.49%

Returns By Period

In the year-to-date period, VTMGX achieves a 9.94% return, which is significantly higher than VXUS's 7.75% return. Over the past 10 years, VTMGX has outperformed VXUS with an annualized return of 5.30%, while VXUS has yielded a comparatively lower 4.76% annualized return.


VTMGX

YTD

9.94%

1M

0.06%

6M

5.28%

1Y

10.69%

5Y*

11.88%

10Y*

5.30%

VXUS

YTD

7.75%

1M

-0.72%

6M

3.25%

1Y

10.87%

5Y*

10.94%

10Y*

4.76%

*Annualized

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VTMGX vs. VXUS - Expense Ratio Comparison

Both VTMGX and VXUS have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Expense ratio chart for VTMGX: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTMGX: 0.07%
Expense ratio chart for VXUS: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VXUS: 0.07%

Risk-Adjusted Performance

VTMGX vs. VXUS — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VTMGX
The Risk-Adjusted Performance Rank of VTMGX is 7171
Overall Rank
The Sharpe Ratio Rank of VTMGX is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of VTMGX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of VTMGX is 6767
Omega Ratio Rank
The Calmar Ratio Rank of VTMGX is 8383
Calmar Ratio Rank
The Martin Ratio Rank of VTMGX is 6868
Martin Ratio Rank

VXUS
The Risk-Adjusted Performance Rank of VXUS is 7272
Overall Rank
The Sharpe Ratio Rank of VXUS is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of VXUS is 7171
Sortino Ratio Rank
The Omega Ratio Rank of VXUS is 6969
Omega Ratio Rank
The Calmar Ratio Rank of VXUS is 8080
Calmar Ratio Rank
The Martin Ratio Rank of VXUS is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VTMGX vs. VXUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) and Vanguard Total International Stock ETF (VXUS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The chart of Sharpe ratio for VTMGX, currently valued at 0.71, compared to the broader market-1.000.001.002.003.00
VTMGX: 0.71
VXUS: 0.69
The chart of Sortino ratio for VTMGX, currently valued at 1.08, compared to the broader market-2.000.002.004.006.008.00
VTMGX: 1.08
VXUS: 1.09
The chart of Omega ratio for VTMGX, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.00
VTMGX: 1.15
VXUS: 1.15
The chart of Calmar ratio for VTMGX, currently valued at 0.89, compared to the broader market0.002.004.006.008.0010.00
VTMGX: 0.89
VXUS: 0.87
The chart of Martin ratio for VTMGX, currently valued at 2.59, compared to the broader market0.0010.0020.0030.0040.0050.00
VTMGX: 2.59
VXUS: 2.74

The current VTMGX Sharpe Ratio is 0.71, which is comparable to the VXUS Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of VTMGX and VXUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.71
0.69
VTMGX
VXUS

Dividends

VTMGX vs. VXUS - Dividend Comparison

VTMGX's dividend yield for the trailing twelve months is around 2.96%, less than VXUS's 3.08% yield.


TTM20242023202220212020201920182017201620152014
VTMGX
Vanguard Developed Markets Index Fund Admiral Shares
2.96%3.33%3.14%2.89%3.14%2.02%3.03%3.34%2.78%3.06%2.91%3.70%
VXUS
Vanguard Total International Stock ETF
3.08%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%

Drawdowns

VTMGX vs. VXUS - Drawdown Comparison

The maximum VTMGX drawdown since its inception was -60.58%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for VTMGX and VXUS. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.78%
-1.49%
VTMGX
VXUS

Volatility

VTMGX vs. VXUS - Volatility Comparison

The current volatility for Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) is 10.43%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 11.27%. This indicates that VTMGX experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
10.43%
11.27%
VTMGX
VXUS